Probability theory

DOI10.1007/978-3-662-62089-2zbMath1443.60001OpenAlexW4239908385MaRDI QIDQ5918961

Achim Klenke

Publication date: 22 September 2020

Published in: Masterclass (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-662-62089-2

zbMATH Keywords

Markov chainsBrownian motionmartingalesconditional expectationcentral limit theoremmeasure theorylaws of large numbersstochastic integral

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic integrals (60H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration (28-01) Foundations of stochastic processes (60G05)

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Structured population models on Polish spaces: A unified approach including graphs, Riemannian manifolds and measure spaces to describe dynamics of heterogeneous populations ⋮ Proof methods in random matrix theory ⋮ On calculation of the exact Lyapunov exponent of affine Boole transformations ⋮ Infinite volume Gibbs states and metastates of the random field mean-field spherical model

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